Nonlinear stochastic trends
type: Item
instance of: scholarly article
title: Nonlinear stochastic trends
zbMATH Open document ID: 0944.62122
DOI: 10.1016/S0304-4076(97)00034-1
author: Clive W. J. Granger
author: Tomoo Inoue
author: Norman Morin
published in: Journal of Econometrics
publication date: 2000-09-24T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 1083049
zbMATH Keywords: cointegration
zbMATH Keywords: nonlinear growth process
zbMATH Keywords: nonlinear error-correction model
MaRDI profile type: Publication
cites work: Q4802629
cites work: Q4124141
cites work: Q3999325
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full work available at URL: s0304-4076(97)00034-1
OpenAlex ID: W2070232471
description: scientific article; zbMATH DE number 1083049